| ARIMA Parameter Estimation and Backward Selection | |||
| Iteration | ar1 | ar2 | sma1 |
| Estimates ( 1 ) | 0.1993 | 0.0984 | -0.6386 |
| (p-val) | (0.1882 ) | (0.5062 ) | (0.0288 ) |
| Estimates ( 2 ) | 0.2257 | 0 | -0.6079 |
| (p-val) | (0.1263 ) | (NA ) | (0.0244 ) |
| Estimates ( 3 ) | 0 | 0 | -0.7214 |
| (p-val) | (NA ) | (NA ) | (0.0624 ) |
| Estimates ( 4 ) | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -2.09587161834606e-05 |
| 0.000228481933825397 |
| -0.000159775551784482 |
| -0.000160536965109676 |
| -0.000266994188374353 |
| 0.000240419452494538 |
| -0.000321246390357605 |
| -0.000226577087234819 |
| 0.000167470941315089 |
| 5.0196875175357e-05 |
| 3.67673425270215e-05 |
| -0.000114276388216173 |
| -0.000458333615922252 |
| -0.000352844848691578 |
| 7.59698455102288e-05 |
| 4.33586788186247e-05 |
| 6.25949259874915e-05 |
| 0.000190871267341940 |
| 0.000168413122319339 |
| 0.000124898871766802 |
| -0.000243024647749713 |
| 0.000336813796629267 |
| -0.000380442711765780 |
| -0.000294096679707939 |
| 0.000237016367569606 |
| 2.61931300468805e-05 |
| -0.000189031983743087 |
| -9.60296637403761e-05 |
| -9.83061198425595e-05 |
| -3.54034476392592e-05 |
| -0.000173648350025484 |
| 0.000173166859537071 |
| -1.03483450823899e-05 |
| 0.000187833959503980 |
| 8.59412848969045e-05 |
| 0.000324124532145170 |
| 0.000803431794824296 |
| 0.000318833512430423 |
| 0.000306439781399685 |
| -0.000172787398771134 |
| 0.000335491430080176 |
| 7.26612460563754e-05 |
| -4.73137137466366e-05 |
| -0.000147647498321713 |
| 0.000100114811182258 |
| 0.000438221470708005 |
| -9.74035807445676e-06 |
| 0.000309686353472523 |
